Anic Equity

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Total return since start: 0.549 %

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Equity now: -----------------------------> 47320.75 Kr

Max Equity ever reached: ------------> 48629.89 Kr

Portfolio value: --------------------------> 45925.77 Kr

PnL: ---------------------------------------> -962.8 Kr

DD now: ---------------------------------> -2.692 %

Max portfolio DD since start: ----> -13.025 %

Updated:

'2023-01-26 14:55:16.773921'

Anic Portfolio

Today

Return: -0.24 %

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

This Week

Return: -1.236 %

Total

Return: 54.916 %

Benchmark comparison TODAY

Benchmark comparison

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings

	volume	changePercent	value	profit	profitPercent	acquiredValue
name
FM Mattsson Mora Group B	50	2.660000	3090.000000	163.000000	5.570000	2927.000000
HEBA B	70	0.130000	2793.000000	157.000000	5.960000	2636.000010
HMS Networks	2	15.910000	801.600000	128.600000	19.110000	673.000000
SAAB B	8	1.340000	3453.600000	76.600000	2.270000	3377.000000
Samhällsbyggnadsbo. i Norden B	20	0.940000	395.700000	40.700000	11.460000	355.000000
MedCap	2	-0.430000	459.000000	38.000000	9.030000	421.000000
Corem Property Group B	59	-0.960000	611.240000	34.240000	5.930000	576.999999
Boozt	12	0.580000	1677.600000	23.600000	1.430000	1653.999996
Intrum	4	3.770000	550.200000	23.200000	4.400000	527.000000
Resurs Holding	22	-1.020000	595.760000	21.760000	3.790000	573.999998
AcadeMedia	12	-1.480000	576.960000	19.960000	3.580000	557.000004
Eastnine	4	0.640000	505.600000	14.600000	2.970000	491.000000
Swedbank A	3	-0.670000	575.850000	11.850000	2.100000	564.000000
Fastighetsbolag. Emilshus Pref	21	-0.550000	572.250000	10.250000	1.820000	562.000005
Securitas B	6	0.150000	579.600000	9.600000	1.680000	570.000000
OEM International B	7	-0.130000	536.900000	8.900000	1.690000	527.999997
Karnov Group	9	0.000000	540.900000	4.900000	0.910000	536.000004
Norva24 Group	16	0.060000	546.560000	3.560000	0.660000	543.000000
Creaspac SPAC	6	0.520000	580.200000	3.200000	0.550000	577.000002
Samhällsbyggnadsbo. i Norden D	12	0.580000	249.120000	3.120000	1.270000	246.000000
Coor Service Management Hold.	8	-0.150000	534.400000	2.400000	0.450000	532.000000
Nordea Bank Abp	29	-0.430000	3453.900000	-0.100000	0.000000	3453.999992
Handelsbanken A	5	-0.320000	538.000000	-8.000000	-1.470000	546.000000
CTEK	13	-0.860000	524.550000	-9.450000	-1.770000	533.999999
Midsona B	63	1.570000	570.150000	-12.850000	-2.200000	582.999984
Essity B	2	-3.510000	539.600000	-34.400000	-5.990000	574.000000
International Petroleum Corp.	5	-0.540000	549.500000	-45.070000	-7.580000	594.565215
Essity A	4	-3.580000	1078.000000	-71.000000	-6.180000	1149.000000
Vivesto	1368	0.560000	536.530000	-76.470000	-12.470000	612.999432
Sampo Oyj SDB	7	-1.100000	3773.000000	-77.000000	-2.000000	3850.000000
Beijer Electronics Group	26	-9.270000	2849.600000	-121.400000	-4.090000	2971.000006
Fasadgruppen Group	35	0.190000	3640.000000	-171.000000	-4.490000	3810.999990
OX2	18	1.480000	1423.800000	-240.200000	-14.440000	1663.999992
Axfood	13	-2.760000	3477.500000	-278.500000	-7.410000	3756.000001
Ovzon	52	-0.560000	2745.600000	-616.400000	-18.330000	3361.999992
TOTAL			45925.770000	-962.800000	-2.69205%	46888.564618

Updated:

'2023-01-26 14:55:29.460794'

None

Last optimization/rebalancing:

'2023-01-02'

Next optimization/rebalancing:

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!

AVAN-Live vs backtest and OMXSE30 2023

Walk forward test results - depending on starting day

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %.

Walk forward test results - Distribution of maximal drawdowns

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.